FEMALE HEALTH's market value is the price at which a share of FEMALE HEALTH trades on a public exchange. It measures the collective expectations of FEMALE HEALTH investors about its performance. FEMALE HEALTH is trading at 0.48 as of the 23rd of July 2025, a 2.04 percent decrease since the beginning of the trading day. The stock's lowest day price was 0.48. With this module, you can estimate the performance of a buy and hold strategy of FEMALE HEALTH and determine expected loss or profit from investing in FEMALE HEALTH over a given investment horizon. Check out FEMALE HEALTH Correlation, FEMALE HEALTH Volatility and FEMALE HEALTH Alpha and Beta module to complement your research on FEMALE HEALTH.
Please note, there is a significant difference between FEMALE HEALTH's value and its price as these two are different measures arrived at by different means. Investors typically determine if FEMALE HEALTH is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FEMALE HEALTH's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
FEMALE HEALTH 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to FEMALE HEALTH's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of FEMALE HEALTH.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure FEMALE HEALTH's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess FEMALE HEALTH upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for FEMALE HEALTH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FEMALE HEALTH's standard deviation. In reality, there are many statistical measures that can use FEMALE HEALTH historical prices to predict the future FEMALE HEALTH's volatility.
At this point, FEMALE HEALTH is out of control. FEMALE HEALTH secures Sharpe Ratio (or Efficiency) of 0.0194, which denotes the company had a 0.0194 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for FEMALE HEALTH, which you can use to evaluate the volatility of the firm. Please confirm FEMALE HEALTH's Semi Deviation of 3.1, mean deviation of 2.78, and Downside Deviation of 4.32 to check if the risk estimate we provide is consistent with the expected return of 0.0787%. FEMALE HEALTH has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.65, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning FEMALE HEALTH are expected to decrease at a much lower rate. During the bear market, FEMALE HEALTH is likely to outperform the market. FEMALE HEALTH now shows a risk of 4.05%. Please confirm FEMALE HEALTH total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if FEMALE HEALTH will be following its price patterns.
Auto-correlation
-0.01
Very weak reverse predictability
FEMALE HEALTH has very weak reverse predictability. Overlapping area represents the amount of predictability between FEMALE HEALTH time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of FEMALE HEALTH price movement. The serial correlation of -0.01 indicates that just 1.0% of current FEMALE HEALTH price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.01
Spearman Rank Test
-0.07
Residual Average
0.0
Price Variance
0.0
FEMALE HEALTH lagged returns against current returns
Autocorrelation, which is FEMALE HEALTH stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting FEMALE HEALTH's stock expected returns. We can calculate the autocorrelation of FEMALE HEALTH returns to help us make a trade decision. For example, suppose you find that FEMALE HEALTH has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
Timeline
FEMALE HEALTH regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If FEMALE HEALTH stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FEMALE HEALTH stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FEMALE HEALTH stock over time.
Current vs Lagged Prices
Timeline
FEMALE HEALTH Lagged Returns
When evaluating FEMALE HEALTH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FEMALE HEALTH stock have on its future price. FEMALE HEALTH autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, FEMALE HEALTH autocorrelation shows the relationship between FEMALE HEALTH stock current value and its past values and can show if there is a momentum factor associated with investing in FEMALE HEALTH.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
FEMALE HEALTH financial ratios help investors to determine whether FEMALE Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in FEMALE with respect to the benefits of owning FEMALE HEALTH security.